+1,968.3%
FLEX vs URI
+7,377.6%
-5,409.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -7.1% | -6.5% | -10.7% |
| 7D | -28.3% | -12.9% | -15.4% | -23.8% |
| 30D | -45.0% | -3.4% | -41.6% | -44.0% |
| 3M | -45.2% | -10.0% | -35.2% | -42.6% |
| 6M | -30.8% | +12.2% | -43.0% | -33.3% |
| YTD | +10.4% | +29.8% | -19.3% | -1.8% |
| 1Y | +2.3% | +24.6% | -22.4% | -7.5% |
| 3Y | +238.9% | +137.6% | +101.3% | +133.2% |
| 5Y | +386.0% | +176.6% | +209.4% | +208.6% |
| 10Y | +551.1% | +1,402.6% | -851.5% | +105.7% |
| All | +1,968.3% | +7,377.6% | -5,409.3% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded URI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling